http://dspace.bsuedu.ru/handle/123456789/67413| Title: | Characteristic function of quadratic convolution functional on the space of trajectories of Gaussian processes |
| Authors: | Virchenko, Yu. P. Mazmanishvili, A. S. |
| Keywords: | mathematics mathematical analysis integral quadratic functionals characteristic function Gaussian processes |
| Issue Date: | 2024 |
| Citation: | Virchenko, Yu.P. Characteristic function of quadratic convolution functional on the space of trajectories of Gaussian processes / Yu.P. Virchenko, A.S. Mazmanishvili // Lobachevskii Journal of Mathematics. - 2024. - Vol.45, №11.-P. 5709-5722. - DOI: 10.1134/S1995080224606556. - Refer.: p. 5721-5722. |
| Abstract: | The method for calculation of the characteristic functions Q(−iλ) and λ ∈ R of random value defined by quadratic functionals J[x] on the space L₂[0, T ] of trajectories x(t) of gaussian random processes is proposed |
| URI: | http://dspace.bsuedu.ru/handle/123456789/67413 |
| Appears in Collections: | Статьи из периодических изданий и сборников (на иностранных языках) = Articles from periodicals and collections (in foreign languages) |
| File | Description | Size | Format | |
|---|---|---|---|---|
| Virchenko_Characteristic_2024.pdf | 226.08 kB | Adobe PDF | View/Open |
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